+208.5%
CFG vs BTI
+131.8%
+76.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | 0.0% |
| 7D | +3.2% | +1.6% | +1.6% | +2.4% |
| 30D | +5.1% | +9.2% | -4.1% | +0.6% |
| 3M | -11.2% | +9.6% | -20.9% | -15.3% |
| 6M | +9.6% | -2.4% | +12.0% | +10.0% |
| YTD | +15.0% | +14.2% | +0.7% | +5.8% |
| 1Y | +29.9% | +20.3% | +9.6% | +16.3% |
| 3Y | +192.1% | +147.4% | +44.7% | +71.1% |
| 5Y | +62.3% | +155.4% | -93.1% | -6.4% |
| All | +208.5% | +131.8% | +76.7% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling